Saturday, April 8, 2017

The Closing Bell

The Closing Bell

4/8/17


Statistical Summary

   Current Economic Forecast
                       
2016 estimates

Real Growth in Gross Domestic Product                     -1.25-+0.5%
                        Inflation (revised)                                                          0.5-1.5%
                        Corporate Profits (revised)                                            -15-0%

2017 estimates

Real Growth in Gross Domestic Product                      +1.0-2.5%
                        Inflation                                                                         +1.0-2.0%
                        Corporate Profits                                                            +5-10%



   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Uptrend                                 19268-21635
Intermediate Term Uptrend                     11891-24743
Long Term Uptrend                                  5751-23298
                                               
                        2016    Year End Fair Value                                   12600-12800

                        2017     Year End Fair Value                                   13100-13300

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2254-2587
                                    Intermediate Term Uptrend                         2084-2688
                                    Long Term Uptrend                                     905-2591
                                               
                        2016   Year End Fair Value                                      1560-1580
                       
2017 Year End Fair Value                                       1620-1640         

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          57%
            High Yield Portfolio                                     54%
            Aggressive Growth Portfolio                        55%

Economics/Politics
           
The Trump economy is providing an upward bias to equity valuations.   This week’s data turned negative:  above estimates: weekly purchase applications, month to date retail chain store sales, weekly jobless claims, the March ADP private payroll report, the March ISM manufacturing index and the February trade deficit; below estimates: weekly mortgage applications, March nonfarm payrolls, March retail chain store sales, March light vehicle sales, February construction spending, the March manufacturing and services PMI’s, the March ISM nonmanufacturing index; in line with estimates: February factory orders and February wholesale inventories.

 The primary indicators were also negative: February factory orders (0), February construction spending (-) and March nonfarm payrolls (-).   Other factors to consider are the anecdotal evidence we keep getting on the weakening used car and student loan markets as well as the falling estimates of first quarter economic growth.  I score this week a negative: in the last 79 weeks, twenty-five were positive, forty-four negative and ten neutral.

Atlanta Fed slashes first quarter GDP growth estimate to 0.6%.

Net, net, this week’s stats break the recent trend toward being mildly upbeat. But keep in mind that it is just one week; so it doesn’t mean that there will be no more positive numbers.  That said, as you know, I have been much less impressed with the supposed strength in the economy than many others.  However, I did accept the notion that the post-election Trump euphoria had some impact on economic activity, which would account for the recent less negative tilt in the data.  The issue may be, will that improvement in attitude/activity be short lived based on the disappointments experienced in the advancement of the Trump/GOP fiscal agenda?  The stats will tell us soon enough.

Update on big four economic indicators (medium):

On the political side, it was all about trying to make a comeback from the recent failure of the healthcare bill---which didn’t happen. Despite several efforts on both sides, the GOP simply couldn’t get close to compromise.  That didn’t keep the leadership from floating a hope balloon just before leaving on Easter break.  Whether that has any substance or is just a political ploy, we will know soon enough.

In addition, it appears that the house, senate and president have different plans for tax cuts; so legislation will not likely be forthcoming anytime soon.  That clearly damages the economic optimists’ case that the Trump fiscal plan will provide an immediate boost to growth in two ways: (1) it dampens the degree of improved post-election sentiment that might encourage spending and investing and (2) it delays any material benefit from actual tax cuts.  That said, I have been and remain a skeptic that tax reform means major tax cuts simply because the math doesn’t work.  Nonetheless, if a simpler, fairer tax code could be produced, it would be a long term economic plus; it just wouldn’t create the fuel for accelerated growth that the dreamweavers have been hoping for.

Still all is not bad.  As you know, I believe that Trump’s effort at downsizing and rationalizing the bureaucracy will likely have a bigger impact on the economy than I originally forecast.   As a result, I have added 25 to 50 basis points to our long term economic secular growth rate assumption.  ‘That, of course, sounds a good deal more precise than I want to be; but you have to start somewhere.  So just be aware that this number could easily go higher or lower.’

In addition, the new Trump proposals on amending NAFTA and other trade relations are a good deal more favorable to free trade than has been apparent in his rhetoric.  While we don’t know the details of this week’s China negotiations, I am hopeful that I can stop worrying about a disruption in global trade contributing to economic weakness. 

Finally, I am not sure how to judge, the US action against Syria.  I opined in Friday’s Morning Call, that this action could have been more about Trump proving to the Russians and Iranians (and perhaps the Chinese) that he could be a hard ass than any kind of moral outrage over civilian deaths.  The key here is the response from Russia and Iran.

Overseas, the data this week was mixed with the eurozone continuing to show improvement---the Greek bailout and worsening liquidity in Italian banking system notwithstanding.  On the other hand, the numbers out of Japan and China were nothing to get excited about.  That leaves our ‘muddle through’ scenario in place.

Bottom line: this week’s US economic stats turned negative.  Whether that proves to be just a one off occurrence or marks the end of a modest pickup in economic activity stemming from the post-election elation, we will just have to await further evidence.  If it is the latter, then short term, that could mean that I have to reverse the recent slight increase in our forecast.  As I noted above, more is needed to make that call.  On the other hand, based on Trump’s deregulation efforts, I remain confident in my recent upgrading our long term secular growth rate by 25 to 50 basis points.   

Our (new and improved) forecast:

‘a possible pick up in the long term secular economic growth rate based on lower taxes, less government regulation and an increase in capital investment resulting from a more confident business community.  However, there are still a number of potential negative unknowns including a more restrictive trade policy (now perhaps fading as a concern), a possible dramatic increase in the federal budget deficit, a Fed with a proven record of failure and even whether or not the aforementioned tax and spending reforms can be enacted.   

It is important to note that this change in our forecast is all ‘on the come’ and hence made with a good deal less confidence than normal.  Nonetheless, I have made an initial attempt to quantify this amended outlook with the caveat that it will almost surely be revised.’
                       
       The negatives:

(1)   a vulnerable global banking system.  This week, I linked to an analysis of the Italian banking problem---which is not minor and is not going away.  How much spillover effect it could have on the international banking system is an unknown because we don’t know the extent of the counterparty risk on the Italian banks’ balance sheets.  So it is a risk of indeterminate size.

On the other hand, it appears that Greece and the EU are near an agreement for the next round of bail out funds---once again postponing the inevitable.


In the US, the head of the National Economic Council came out in support of bringing back Glass Steagal.  This would be another big step in reducing the balance sheet risk in our banking system (medium):

(2)   fiscal/regulatory policy.  I continue to hope that the Donald’s new policies will prove beneficial to the economy and I can eliminate this factor as a negative.  Certainly, the regulatory element is unfolding as well if not better than anyone could have imagined. 

On the other hand, Trump/GOP’s fiscal program is a mess. First of all, one would have thought that with seven years to analyze and develop a bill to repeal and replace Obamacare that was acceptable to all parties, the republican congressional leadership would have been ready on day one to present legislation that would pass---‘one would have thought’ being the operative phrase.  Having failed, the leadership’s strategy is ostensively working to achieve a compromise that can keep the forward momentum.  They tried it once and got shot down.  Then on Thursday, they tried again.  I have no idea if they are telling the truth or just trying to cover their ass with the appearance of effort as a defense against the ranker of the unwashed masses when they go home on Easter empty handed.

Of course, there is the second major pillar of the GOP program---tax reform, which if passed would take some of the sting out of the republicans’ pitiful efforts at healthcare reform.  Think again, fellow fun lovers.  According to Ryan, the house, senate and white house all have disparate plans which until recently no one seems to have understood or attempted to do anything about.  So once again, it seems the optimists may have to move their forecasts for an invigorating tax cut out on the calendar---if indeed a true cut ever occurs.  Not to beat a dead horse, but you know that I highly doubt congress can produce anything beyond revenue neutral tax reform.

To end on a more upbeat note, I believe that Trump and the GOP congress will ultimately deliver healthcare reform, tax reform and some infrastructure spending legislation and that it will be a net positive for the long term secular growth rate of the economy.  But it is not apt to have nearly as big an impact as many of the dreamweavers would hope.

The bottom line here is that (1) deregulation is lifting our economy’s long term growth prospects, (2) the Trump/GOP election victory was not the magic elixir that many seemed to believe, (3) however, I believe that they will still achieve some form of tax reform and infrastructure spending legislation which will also prove beneficial to the economy’s long term growth but (4) the restraint on accomplishing aggressive tax and spending programs is not GOP harmony but math.  In my opinion, they simply won’t get done and if they do, it will be more harmful than beneficial.

(3)   the potential negative impact of central bank money printing:  The key point here is that [a] the Fed has inflated bank reserves far beyond any comparable level in history and [b] while this hasn’t been an economic problem to date, {i} it still has to withdraw all those reserves from the system without creating any disruptions---a task that I regularly point out it has proven inept at in the past and {ii} it has created or is creating asset bubbles in the stock market as well as in the auto, student and mortgage loan markets.  

The big news this week came from the minutes of the last FOMC meeting in  which the narrative was considerably more hawkish than had been conveyed in the statement following the meeting or the recent numerous comments of Fed officials.  The surprises were [a] beginning to shrink the Fed balance sheet was given serious consideration and [b] concerns were expressed about the level of equity valuations. 

What does that mean?  With this group, there is no telling.  It could have been nothing more than the mental masturbation of a bunch egg head bureaucrats that are clueless about the potential disaster they have wrought.  Or it could once again demonstrate that the Fed has been, is and forever will be a day late and dollar short in its policy moves. 

We already know that the Fed has missed the timing for a move to unwind QE.  The question now is, will it start the process at the very moment the economy is starting to weaken?  As you know, I am not that concerned about the economy because QE did little to help, so I don’t imagine that its reversal will be that disruptive.  On the other hand, if investors realize that the Fed has f**ked the pooch once again, mean reversion could be the result.  And indeed that has been my number one risk all along. 

Mudding the waters somewhat, Draghi stated this week that there was insufficient reason to begin to unwind the ECB’s version of QE---which was amazing in that the EU’s numbers of late have been better than our own.  Of course, he was immediately contradicted by a Bundesbank official, demonstrating that central bank double talk is a global disease.  However, if Mr. Draghi is serious, then an easy ECB and a tightening Fed could set up a currency problem that would have implications for trade---something I would just as soon avoid, given the Donald’s comments on ‘currency manipulators’. 

My bottom line remains that when the unwinding of the global QE/ZIRP/NIRP begins in earnest, I believe that it will have only a modest effect on the economy but a noticeable one on the Markets.

(4)   geopolitical risks: conditions are heating up in Syria.  I am less concerned about the Syrians than I am about a potential faceoff with Russia who, as you know, is a major supporter of Assad.  I am stunned that suddenly Trump is getting his panties in a knot after condemning both Bush and Obama for foolhardy involvement in the Middle East.  That said, the cruise missile strikes may have been another Trump negotiating ploy to let the Russians, Iranians, Chinese and North Koreans that there is a new sheriff in town---only carrying a good deal more risk than his other negotiating ploys.  Whatever his motivation, I hope that he is not contemplating wasting more American treasure and lives over a bunch of f**king arabs who will go on killing each other irrespective of what we or the Russians do. Right now the important thing is the response.

(5)   economic difficulties in Europe and around the globe.  This week, the EU data flow continues to improve while the Chinese aren’t doing so well:

[a] the March EU countries manufacturing PMI’s were above expectations; March EU retail sales were slightly better than anticipated; the March UK services PMI was better than projected.

[b] the March Japanese and Chinese manufacturing PMI’s were up but below   estimates; the March Chinese services and composite PMI’s hit a six month low.

Other relevant international developments includes the promising resolution of the Greek bail out issue, the deterioration in the Italian banking crisis and the apparent lack of cooperation within OPEC as well as the ramp up of shale production in the US.


OPEC’s number 2 plans major increase in production (medium):

In sum, the eurozone economy continues to improve though the stats out of Asia are a bit less promising.  That provides little reason to alter our ‘muddle through’ forecast.

            Bottom line:  the trend toward economic stability hit a bump in the road this week.  I have no idea if this was just a one off performance or it marks the end of the economic effects of the post-election boost in sentiment.  Time will tell us. 

More importantly for the long term, the Donald’s drive for deregulation and improved bureaucratic efficiency is a decided plus; and as a result, I inched up my estimate of the long term secular growth rate of the economy.  In addition, a more reasoned approach to trade appears to be emerging which would remove a potential negative. 

On the other hand, the turmoil over the healthcare bill is a good illustration that the Donald’s fiscal program has a rocky road ahead of it, however great it may sound on paper.  I continue to believe that something positive will come from changes in fiscal policy; and they will likely be enough to alter our long term secular economic growth rate assumption in our Models.  However, I also believe that they will take longer and have less impact than seems to be Street consensus at this time.

This week’s data:

(1)                                  housing: weekly mortgage applications were down, while purchase applications were up,

(2)                                  consumer: month to date retail chain store sales growth improved  from the prior week; March light vehicle sales were the lowest in nine months; weekly jobless claims fell more than forecast; the March ADP private payroll report was much stronger than anticipated but nonfarm payrolls were weaker,

(3)                                  industry: the Markit March manufacturing and services PMI’s declined from the prior month; the March ISM manufacturing index was slightly ahead of expectations while the nonmanufacturing index was well below; February construction spending was below estimates; February factory orders and February wholesale inventories were in line,

(4)                                  macroeconomic: the February trade deficit was below forecast.

The Market-Disciplined Investing
         
  Technical

In the face of some charged headlines, the indices (DJIA 20656, S&P 2355) sold off calmly, remaining below the upper boundaries of their very short term downtrends. Volume fell; breadth was mixed.  The VIX (12.9) rose 3 ¾ %, ending above the lower boundary of its very short term uptrend, above its 100 day moving average for the third day (reverting to support), below, but near, its 200 day moving average (now resistance) and in a short term downtrend.  Complacency remains an issue.
               
The Dow closed [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] in a short term uptrend {19268-21635}, [c] in an intermediate term uptrend {11891-24743} and [d] in a long term uptrend {5751-23390}.

The S&P finished [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] within a short term uptrend {2254-2587}, [d] in an intermediate uptrend {2084-2688} and [e] in a long term uptrend {905-2591}.

The long Treasury was down fractionally, remaining above its 100 day moving average (now support), below its 200 day moving average (now resistance), below but near a minor resistance level, in a very short term downtrend and in a short term trading range.

GLD rose, closing above its 100 day moving average (now support), below but nearing its 200 day moving average (now resistance) and within a short term downtrend. 

The dollar was up strong, ending above its 100 day moving average (now support), above its 200 day moving averages (now resistance; if it remains there through the close next Wednesday, it will revert to support), right on the upper boundary of its very short term downtrend and in a short term uptrend.

Bottom line: yesterday, the Market followed the pattern I opined on in the Morning Call: it seems like no matter the import of a headline (development), it is not enough to jar either buyers or sellers loose from their pre-existing investment scenarios.  So it would appear that it will take something extraordinary to break that mindset.
           
            The TLT, the dollar and gold are on the verge of breaking trends, which if successful would point to Trumpflation. 
           
Fundamental-A Dividend Growth Investment Strategy

The DJIA (20656) finished this week about 61.0% above Fair Value (12823) while the S&P (2355) closed 48.5% overvalued (1585).  ‘Fair Value’ will likely be changing based on a new set of fiscal/regulatory policies which may lead to an as yet undetermined improvement in the historically low long term secular growth rate of the economy; but it still reflects the elements of a botched Fed transition from easy to tight money and a ‘muddle through’ scenario in Europe, Japan and China.

This week’s US economic data turned negative; and the accompanying anecdotal evidence didn’t help.  As I noted above, the Atlanta Fed has once again dropped its estimate of first quarter GDP growth to just 0.6%.  Of course, we need more data before making any conclusion about a poor one week performance.  That said, as you know, I recently raised our short term growth forecast based on the thesis that the rise in post-election sentiment would eventually be reflected in the hard data; so as I said, I certainly would not alter our outlook based on one week’s stats.  But given the difficulties that the Donald/GOP have had implementing its fiscal program, it wouldn’t be a surprise that companies/consumers may be retreating from earlier more ambitious spending programs since that post-election rise in sentiment was premised on an early enactment of sweeping fiscal changes.

On a long term basis, I feel like I am on firmer ground modestly raising the secular economic growth rate in our Models based on Trump’s good work at deregulation. In addition, the recent release of the proposed changes to NAFTA are not nearly as onerous as was suggested in the Donald’s campaign rhetoric. Assuming that other changes in our trading relations are similar, then what I had feared could be a major economic negative will be eliminated.  

Finally, if Trump/GOP can successfully enact a fiscal program, I will likely raise the secular growth rate assumption again; although I have no thought on the order of magnitude.  However, I have made it clear that based on the budget math, I seriously doubt that the final product will be anywhere near as positive as many on the Street believe.

All that being said, you know that my negative outlook for stocks has little to do with the progress or lack thereof for the economy/corporate profits and is directly related to the irresponsibly aggressive global central bank monetary policy which has led to the gross misallocation and mispricing of assets. 

As you know, my thesis all along has been that since the economy was little helped by QE/ZIRP, then it could do just fine in the face of a reversal of those policies.  On the other hand, since the Markets were the primary beneficiaries of Fed largesse, it would be they who suffered when the Fed began to tighten.

Net, net, my biggest concern for the Market is the unwinding of the gross mispricing and misallocation of assets caused by the Fed’s (and the rest of the world’s central banks) wildly unsuccessful, experimental QE policy.   In addition, while I am encouraged about the changes already made in regulatory policy as well as a more rational approach to trade, I caution investors not to get too jiggy about the potential improvements coming in fiscal policy and the rate of any accompanying acceleration in economic growth and corporate profitability.  If that fails to materialize it will likely have detrimental effect on Street economic, corporate profits and Market expectations. Finally, whatever happens, stocks are at or near historical extremes in valuation and there is no reason to assume that mean reversion no longer occurs.

The latest from Doug Kass (medium):

Bottom line: the assumptions in our Economic Model are beginning to improve as we learn about the new fiscal/regulatory policies and their magnitude.  However, I think the timing and magnitude of the end results will less than the current Street narrative suggests---which means Street models will ultimately will have to lower their consensus of the Fair Value for equities. 

Our Valuation Model are also changing as I raise our long term secular growth rate assumption.  This will, in turn, lift the ‘E’ component of Valuations; but there is a decent probability that this could be at least partially offset by a lower discount factor brought on by higher interest rates/inflation and/or the reversal of seven years of asset mispricing and misallocation.  In any case, even with the improvement in our growth assumption the math in our Valuation Model still shows that equities are way overpriced.

                As a long term investor, with equity valuations at historical highs, I would use the current price strength to sell a portion of your winners and all of your losers.  If I were a trader, I would consider buying a Market ETF (VIG, VYM), using a very tight stop.
               
               

DJIA             S&P

Current 2017 Year End Fair Value*              13200             1630
Fair Value as of 4/30/17                                  12864            1590
Close this week                                               20656            2355

Over Valuation vs. 4/30 Close
              5% overvalued                                13507                1669
            10% overvalued                                14150               1749 
            15% overvalued                                14793               1828
            20% overvalued                                15436                1908   
            25% overvalued                                  16080              1987
            30% overvalued                                  16723              2067
            35% overvalued                                  17366              2146
            40% overvalued                                  18009              2226
            45% overvalued                                  18652              2305
            50% overvalued                                  19296              2385
            55%overvalued                                   19939              2464
            60%overvalued                                   20582              2544
            65%overvalued                                   21225              2623
            70%overvalued                                   21868              2703

Under Valuation vs. 4/30 Close
            5% undervalued                             12220                    1510
10%undervalued                            11577                   1431   
15%undervalued                            10934                   1351



* Just a reminder that the Year End Fair Value number is based on the long term secular growth of the earning power of productive capacity of the US economy not the near term   cyclical influences.  The model is now accounting for somewhat below average secular growth for the next 3 to 5 years. 

The Portfolios and Buy Lists are up to date.


Steve Cook received his education in investments from Harvard, where he earned an MBA, New York University, where he did post graduate work in economics and financial analysis and the CFA Institute, where he earned the Chartered Financial Analysts designation in 1973.  His 47 years of investment experience includes institutional portfolio management at Scudder. Stevens and Clark and Bear Stearns, managing a risk arbitrage hedge fund and an investment banking boutique specializing in funding second stage private companies.  Through his involvement with Strategic Stock Investments, Steve hopes that his experience can help other investors build their wealth while avoiding tough lessons that he learned the hard way.








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